MSTest: An R-Package for Testing Markov Switching Models
Fuente:
arXiv
Saved in:
| Main Authors: | Rodriguez-Rondon, Gabriel, Dufour, Jean-Marie |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Pairwise Difference Representations of Moments: Gini and Generalized Lagrange identities
by: Dufour, Jean-Marie, et al.
Published: (2025)
by: Dufour, Jean-Marie, et al.
Published: (2025)
FARS: Factor Augmented Regression Scenarios in R
by: Bellocca, Gian Pietro, et al.
Published: (2025)
by: Bellocca, Gian Pietro, et al.
Published: (2025)
Identification-aware Markov chain Monte Carlo
by: Kitagawa, Toru, et al.
Published: (2025)
by: Kitagawa, Toru, et al.
Published: (2025)
Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models
by: Hiraki, Daichi, et al.
Published: (2026)
by: Hiraki, Daichi, et al.
Published: (2026)
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023)
by: Forneron, Jean-Jacques
Published: (2023)
Computationally Efficient Estimation of Large Probit Models
by: Ding, Patrick, et al.
Published: (2024)
by: Ding, Patrick, et al.
Published: (2024)
Testing Mechanisms
by: Kwon, Soonwoo, et al.
Published: (2024)
by: Kwon, Soonwoo, et al.
Published: (2024)
Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
by: Emadi, Seyed Morteza
Published: (2024)
by: Emadi, Seyed Morteza
Published: (2024)
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
by: Forneron, Jean-Jacques, et al.
Published: (2024)
by: Forneron, Jean-Jacques, et al.
Published: (2024)
Convexity Not Required: Estimation of Smooth Moment Condition Models
by: Forneron, Jean-Jacques, et al.
Published: (2023)
by: Forneron, Jean-Jacques, et al.
Published: (2023)
Vector AutoRegressive Moving Average Models: A Review
by: Düker, Marie-Christine, et al.
Published: (2024)
by: Düker, Marie-Christine, et al.
Published: (2024)
Unconditional Randomization Tests for Interference
by: Zhong, Liang
Published: (2024)
by: Zhong, Liang
Published: (2024)
Tests for almost stochastic dominance
by: Baíllo, Amparo, et al.
Published: (2024)
by: Baíllo, Amparo, et al.
Published: (2024)
Randomization Tests in Switchback Experiments
by: Liu, Jizhou, et al.
Published: (2026)
by: Liu, Jizhou, et al.
Published: (2026)
Heavy Tails and Predictive Ability Testing
by: Frederiksen, Jonas F., et al.
Published: (2026)
by: Frederiksen, Jonas F., et al.
Published: (2026)
Generalized Spectral Testing with Sample Splitting
by: Tao, Yuxin, et al.
Published: (2026)
by: Tao, Yuxin, et al.
Published: (2026)
Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
by: Vogelsang, Timothy J.
Published: (2026)
by: Vogelsang, Timothy J.
Published: (2026)
Testing identification in mediation and dynamic treatment models
by: Huber, Martin, et al.
Published: (2024)
by: Huber, Martin, et al.
Published: (2024)
Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by: Nishi, Mikihito
Published: (2023)
by: Nishi, Mikihito
Published: (2023)
Testing for an Explosive Bubble using High-Frequency Volatility
by: Boswijk, H. Peter, et al.
Published: (2024)
by: Boswijk, H. Peter, et al.
Published: (2024)
A Powerful Bootstrap Test of Independence in High Dimensions
by: Olivares, Mauricio, et al.
Published: (2025)
by: Olivares, Mauricio, et al.
Published: (2025)
Negative Control Falsification Tests for Instrumental Variable Designs
by: Danieli, Oren, et al.
Published: (2023)
by: Danieli, Oren, et al.
Published: (2023)
Change-Point Testing for Risk Measures in Time Series
by: Fan, Lin, et al.
Published: (2018)
by: Fan, Lin, et al.
Published: (2018)
Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
by: Nishi, Mikihito
Published: (2023)
by: Nishi, Mikihito
Published: (2023)
Bootstrap Adaptive Lasso Solution Path Unit Root Tests
by: Arnold, Martin C., et al.
Published: (2024)
by: Arnold, Martin C., et al.
Published: (2024)
Prior-Free Sample Size Design for Test-and-Roll Experiments
by: Kawato, Kentaro, et al.
Published: (2026)
by: Kawato, Kentaro, et al.
Published: (2026)
Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
by: Cavaliere, Giuseppe, et al.
Published: (2025)
by: Cavaliere, Giuseppe, et al.
Published: (2025)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by: Hecq, Alain, et al.
Published: (2023)
by: Hecq, Alain, et al.
Published: (2023)
Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by: Pitarakis, Jean-Yves
Published: (2025)
by: Pitarakis, Jean-Yves
Published: (2025)
Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
by: Mikhaeil, Jonas M., et al.
Published: (2025)
by: Mikhaeil, Jonas M., et al.
Published: (2025)
Real-time Program Evaluation using Anytime-valid Rank Tests
by: van Meer, Sam, et al.
Published: (2025)
by: van Meer, Sam, et al.
Published: (2025)
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by: Lim, Dennis, et al.
Published: (2024)
by: Lim, Dennis, et al.
Published: (2024)
Bounds on inequality with incomplete data
by: Banks, James, et al.
Published: (2025)
by: Banks, James, et al.
Published: (2025)
Accuracy of Uniform Inference on Fine Grid Points
by: Imai, Shunsuke
Published: (2025)
by: Imai, Shunsuke
Published: (2025)
Anytime-Valid Inference in Adaptive Experiments: Covariate Adjustment and Balanced Power
by: Molitor, Daniel, et al.
Published: (2025)
by: Molitor, Daniel, et al.
Published: (2025)
Persistence-Robust Break Detection in Predictive CoVaR Regressions
by: Hoga, Yannick
Published: (2024)
by: Hoga, Yannick
Published: (2024)
Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
by: Hoekstra, Jesse, et al.
Published: (2026)
by: Hoekstra, Jesse, et al.
Published: (2026)
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)
by: Gonzalo, Jesus, et al.
Published: (2025)
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by: He, Junnan, et al.
Published: (2026)
by: He, Junnan, et al.
Published: (2026)
Similar Items
-
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
by: Bykhovskaya, Anna, et al.
Published: (2025) -
Pairwise Difference Representations of Moments: Gini and Generalized Lagrange identities
by: Dufour, Jean-Marie, et al.
Published: (2025) -
FARS: Factor Augmented Regression Scenarios in R
by: Bellocca, Gian Pietro, et al.
Published: (2025) -
Identification-aware Markov chain Monte Carlo
by: Kitagawa, Toru, et al.
Published: (2025) -
Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models
by: Hiraki, Daichi, et al.
Published: (2026)